Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 2 5 5
Dealing with the Inventory Risk. A solution to the market making problem 0 2 7 84 4 20 76 300
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 2 6 16 69 4 13 36 127
General Intensity Shapes in Optimal Liquidation 0 1 1 26 1 5 8 81
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 19 19 0 2 9 9
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 1 2 45 3 6 14 96
Market impacts and the life cycle of investors orders 0 0 3 4 0 3 8 10
Market microstructure: confronting many viewpoints 0 0 0 0 1 4 9 9
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE * 1 3 3 3 1 6 8 8
Optimal Portfolio Liquidation with Limit Orders 0 0 3 67 2 7 17 173
Optimal algorithmic trading and market microstructure 3 8 22 196 5 20 59 307
Optimal posting price of limit orders: learning by trading 0 1 4 51 0 5 9 147
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 34 0 1 7 62
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 1 3 157
Optimal starting times, stopping times and risk measures for algorithmic trading 0 0 3 58 4 11 19 136
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 4 54 0 4 12 83
Optimal trading algorithms and selfsimilar processes: a p-variation approach 1 1 3 52 1 5 11 124
Realtime market microstructure analysis: online Transaction Cost Analysis 0 0 2 33 0 1 6 57
Simulating and analyzing order book data: The queue-reactive model 0 0 7 26 0 3 11 41
Total Working Papers 8 23 100 905 26 119 327 1,932
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 0 1 81 0 5 24 276
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 1 6 10 10
Real-time market microstructure analysis: online transaction cost analysis 0 0 2 5 0 2 9 29
Total Journal Articles 0 0 3 86 1 13 43 315


Statistics updated 2016-07-02